Dependent response data are common in biomedical studies. One typical example is longitudinal data. Subsequent to the seminal work by Liang and Zeger (1986), marginal regression and its associated generalized estimating equations (GEE) method have become increasingly important in analyzing such data. However, model building, including model checking and model selection, have been relatively neglected for GEE, although there is a large literature in model building for independent data. Since any scientific conclusions drawn from statistical analysis crucially depend on the statistical model being used, and there is always some uncertainty with regard to the correct model due to limited prior knowledge, the importance and necessity of model building are apparent. The subject of this proposed research is model building techniques in marginal regression for dependent data. Specifically, first, formal goodness-of-fit tests are to be investigated. Second, I propose graphical model checking using marginal model plots and the generalized additive model plots. Third, I investigate how to adjust statistical inference with small samples since the commonly used large sample results may not be applicable. The above model building techniques will be evaluated by simulation and using real data. All the techniques will be implemented in the commonly used statistical language S-Plus and made freely available to practitioners.